This feature is available in CR XI but I'm not sure if this feature it's in CR 10.
Go to the Insert menu and add an image to your report - you'll have to select an image file for the default image. Right-click on the image and select "Format Graphic." Go to the Picture tab. There should be an option at the bottom of the screen for Graphic Location. Click on the button and add the field from the database along with whatever other info you need to get the file name.
-Dell